Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47344.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45949.39 Kr¶

PnL: ---------------------------------------> -939.18 Kr¶

DD now: ---------------------------------> -2.643 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 11:48:15.039998'

Anic Portfolio¶

Today¶

Return: -0.19 %¶

This Week¶

Return: -1.187 %¶

Total¶

Return: 54.993 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 15.730000 800.400000 127.400000 18.930000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.170000 3448.000000 71.000000 2.100000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Intrum 4 6.300000 563.600000 36.600000 6.940000 527.000000
Samhällsbyggnadsbo. i Norden B 20 -0.330000 390.700000 35.700000 10.060000 355.000000
AcadeMedia 12 -0.330000 583.680000 26.680000 4.790000 557.000004
Corem Property Group B 59 -2.680000 600.620000 23.620000 4.090000 576.999999
Resurs Holding 22 -1.060000 595.540000 21.540000 3.750000 573.999998
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Boozt 12 0.070000 1669.200000 15.200000 0.920000 1653.999996
Norva24 Group 16 1.870000 556.480000 13.480000 2.480000 543.000000
Swedbank A 3 -0.930000 574.350000 10.350000 1.840000 564.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Securitas B 6 -0.170000 577.800000 7.800000 1.370000 570.000000
Coor Service Management Hold. 8 0.150000 536.000000 4.000000 0.750000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.480000 246.480000 0.480000 0.200000 246.000000
CTEK 13 0.250000 530.400000 -3.600000 -0.670000 533.999999
Nordea Bank Abp 29 -0.670000 3445.780000 -8.220000 -0.240000 3453.999992
Handelsbanken A 5 -0.970000 534.500000 -11.500000 -2.110000 546.000000
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -3.510000 539.600000 -34.400000 -5.990000 574.000000
International Petroleum Corp. 5 -1.000000 547.000000 -47.570000 -8.000000 594.565215
Beijer Electronics Group 26 -7.450000 2906.800000 -64.200000 -2.160000 2971.000006
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Essity A 4 -3.580000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 1.280000 1421.100000 -242.900000 -14.600000 1663.999992
Axfood 13 -2.980000 3469.700000 -286.300000 -7.620000 3756.000001
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45949.390000 -939.180000 -2.64348% 46888.564618

Updated:¶

'2023-01-26 11:48:28.076026'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶